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ZKB Barrier Reverse Convertible on worst of JPMorgan Chase Rg / Morgan Stanley Rg / Goldman Sachs Gr Rg / Wells Fargo Rg / Citigroup Rg
JPMorgan Chase & Co/Morgan Stanley/Goldman Sachs Group Inc/Wells Fargo & Co/Citigroup Inc

ISIN: CH1139762103 Security: 113976210 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
JPMorgan Chase An.v126.165USD126.17
(100.00%)
30.98%100.932
(80.00%)
44.78%7.9261
Morgan Stanley An.v85.23USD85.23
(100.00%)
1.11%68.184
(80.00%)
20.89%11.7330
Goldman Sachs Grp An.v321.085USD321.09
(100.00%)
17.56%256.868
(80.00%)
34.05%3.1144
Wells Fargo An.v46.50USD46.50
(100.00%)
17.66%37.200
(80.00%)
34.12%21.5054
Citigroup An.v50.895USD50.90
(100.00%)
14.72%40.716
(80.00%)
31.78%19.6483

Reference data

ISIN CH1139762103
Security 113976210
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'236.29

Coupon

Coupon (Coupon p.a.)23.63% (11.80% )
Coupon paymentguaranteed
Interest portion p.a.2.43%
Premium portion p.a.9.37%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.04.2022
Payment day21.04.2022
First trading day21.04.2022
Last trading day15.04.2024
Final fixing day15.04.2024
Redemption date22.04.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 1.13%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.43%
Cash value of fixed income investment upon issue95.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.04.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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